Quantile, a leading provider of multilateral optimisation services, has been named the Global Optimisation Service of the Year at Global Capital’s Global Derivatives Awards 2021. The awards celebrate firms, industry bodies and regulators that have made significant strides during the past year.
Quantile’s optimisation service reduces counterparty risk and the costs associated with funding initial margin (IM). The multilateral optimisation process helps market participants meet the challenges of the uncleared margin rules (UMR) by analysing their portfolio and proposing a set of new market risk neutral trades that deliver cost reductions without changing net risk positions. By lowering margin costs, Quantile is able to release capital and boost market liquidity – accelerating a safer and more efficient financial system that is better for all.
Global Capital has recognised Quantile as a leader in its field due to the tremendous growth and innovation it has experienced in the last year, executing over 80 optimisation runs which significantly reduced margin costs across bilateral and cleared portfolios – often in excess of 50%. Other highlights from the last year include:
In addition to initial margin optimisation, Quantile also offers a market leading interest rate compression service and a capital optimisation service which helps participants optimise their risk-based capital under SA-CCR.
To learn more about Quantile’s services, please get in touch.